+333.0%
APP vs D
+4.5%
+328.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.2% |
| 7D | +0.9% | +0.4% | +0.4% | +0.9% |
| 30D | -23.3% | -3.6% | -19.7% | -23.3% |
| 3M | -42.6% | -1.0% | -41.6% | -42.7% |
| 6M | -33.6% | +6.3% | -39.9% | -33.7% |
| YTD | -52.4% | +14.7% | -67.1% | -52.7% |
| 1Y | -35.9% | +16.9% | -52.8% | -36.5% |
| 3Y | +642.2% | +56.8% | +585.4% | +595.0% |
| All | +333.0% | +4.5% | +328.4% | +311.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling